There are variety of materials that can absorb in the wide range. Plasmonic nano-composites comes under this umbrella as also been suggested in the first answer. When it comes to molecular materials, low bandgap polymers and various metal complexes show absorption in the broad window. You can look into literature for materials that have been used in solar cells because of their broad absorption profile.
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Try lead. It absorbs pretty much everything other than extremely high energy gamma rays. I doubt you will find a cheaper material which is as absorbing in that range. Iron will also do the trick and you won't have to worry about lead toxicity.
if you need absorption in visible region then you can go for highly conjugated systems like porphyrins, pthalocyanins, coronenes or dyes like rhodamine, fluorescein, bodipy etc. Otherwise common organic fluorophores can easily give you absorption in 200-400nm range.
This a great example of overthinking the problem. He wants a material that absorbs highly near the visible spectrum (200-600nm). He doesn't want an organic material which has been developed as a semiconductor due to it's interesting band gap properties. Everyone is suggesting these bizarre materials which, although they will do the job, are complete overkill. The simplest answer is always the best. Let's see what inorganic materials that are cheap, non-reactive, stable in a large variety of environments, and absorb light in the 200-600nm range at nearly 100%? Hmm? The possibilities are so vast I don't know where to begin, but I certainly wouldn't begin with conjugated organic system, plasmonic nano-composites, or synthetic metamaterials. Wow! I know I can use a high power laser to cut carrots, but I usually find a knife does just as well.
It would be better if you mention it in your question that you need inorganic material not an organic material.At present organic materials are also being explored as potential replacements for inorganic materials in many areas like solar cell,FET, optical material.It is difficult to know the type of material you are asking about. As you can also see someone feels offended by the answers.